+139.5%
XLP vs LULU
+82.0%
+57.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.3% |
| 7D | +2.5% | -4.6% | +7.2% | +3.1% |
| 30D | +7.3% | +12.3% | -5.0% | +5.9% |
| 3M | +8.1% | -11.6% | +19.7% | +9.2% |
| 6M | +10.5% | -12.8% | +23.3% | +11.5% |
| YTD | +21.2% | -49.2% | +70.3% | +29.3% |
| 1Y | +22.7% | -37.7% | +60.4% | +27.7% |
| 3Y | +44.8% | -74.7% | +119.5% | +64.3% |
| 5Y | +44.7% | -76.7% | +121.4% | +62.5% |
| All | +139.5% | +82.0% | +57.5% | +123.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LULU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling